-71.2%
GRAB vs ATI
+1,029.4%
-1,100.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -10.8% | -5.6% | -5.2% | -9.5% |
| 30D | -15.5% | -13.7% | -1.8% | -12.5% |
| 3M | -9.0% | -0.4% | -8.6% | -9.5% |
| 6M | -21.6% | +26.2% | -47.8% | -27.0% |
| YTD | -38.9% | +73.2% | -112.1% | -47.6% |
| 1Y | -44.8% | +161.6% | -206.5% | -57.6% |
| 3Y | -18.4% | +346.2% | -364.6% | -45.4% |
| All | -71.2% | +1,029.4% | -1,100.6% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling